Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 30751.6841 | -11281.6263 | 42033.3105 | 26007.5009 | -31126.0546 | 57133.5555 |
Total P&L (%) | 30.7517 | -11.2816 | 42.0333 | 26.0075 | -31.1261 | 57.1336 |
Avg Daily Profit (%) | 0.2176 | -0.0798 | 0.2975 | 0.1637 | -0.2635 | 0.3203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43741 | -29636 | -14298 | -78531 | -56181 | -22593 |
Profit Factor | 1.3689 | 0.7813 | 2.3227 | 1.1989 | 0.6279 | 2.2126 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 53.9683 | 50 | 58.0645 | 53.9683 | 50 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.1676 | 0.7813 | 1.6775 | 1.0226 | 0.6279 | 1.598 |
Largest Winning Trade | 9482 | 6687 | 9482 | 12066 | 9262 | 12066 |
Largest Losing Trade | -22586 | -22586 | -7267 | -45734 | -45734 | -11240 |
Avg Bars in Trades | 102 | 51 | 155 | 102 | 51 | 155 |
Avg Bars in Winners | 99 | 37 | 153 | 99 | 37 | 153 |
Avg Bars in Losers | 105 | 64 | 156 | 105 | 64 | 156 |
Bars Traded | 6444 | 1633 | 4811 | 6444 | 1633 | 4811 |
Profit Streak | 0 | 0 | 401.7705 | 0 | 0 | 401.7705 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147026 | -582583 | 383506 | -150166 | -582583 | 425506 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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